Bauwens, Luc; Bos, Charles; van Dijk, Herman K.; van … - Faculteit der Economische Wetenschappen, Erasmus … - 2003
In this short paper we summarize the computational steps of Adaptive Radial-Based Direction Sampling (ARDS), which can be used for Bayesian analysis of ill behaved target densities. We consider one simulation experiment in order to illustrate the good performance of ARDS relative to the...